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QSTrader
Modular schedule-driven backtesting engine for equities and ETFs
What it is
A free, open-source Python backtesting framework for long-short equities and ETF-based systematic trading strategies. It provides a loosely-coupled collection of modules for running end-to-end backtests with realistic trading mechanics, where each default module can be extended, inherited from, or fully replaced. The project suits quantitative traders who want fine-grained control over their simulation components and are comfortable writing custom code. The software is under active development, so users should expect ongoing changes rather than a finished product.
At a glance
Worth watchingOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Developers |
|---|---|
| Used for | Backtesting, Strategy research |
| Markets | Multi-market |
| Stack | Python |
| Learning curve | Moderate learning curve |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | No commits in over six months |
GitHub stars, last 30 days
Daily snapshots since 2026-09-12 (up to 30 days): +8 over the period, now 3,472. Gaps mean no snapshot was taken that day.
QSTrader backtesting simulation engine.
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